http://chroniclingamerica.loc.gov/ is a partnership between the Library of Congress and states to digitize historic newspapers.
I have been involved with creating a unit to use Montana newspapers that have been digitized. You can work with the newspapers online, but I found that it is easier to print the newspapers for use in the classroom. The lesson is available at the Montana Historical Society web-page http://mhs.mt.gov/
They have the lesson available as a pdf document http://mhs.mt.gov/education/ThinkingLessonPlan.pdf
It is also available on the Library of Congress National Digital Newspaper program site under educational extras http://www.loc.gov/ndnp/extras/
Martha Kohl maintains the Montana History List serve http://mhs.mt.gov/education/subscribeMHHElistserv.asp I recommend subscribing to this great list serve. She sends out great resources for teachers and individuals interested in Montana history. She also maintains a blog called - Teaching Montana History http://teachingmontanahistory.blogspot.com/
One of my favorite pieces of the Thinking Like a Historian lesson is the "Bingo" pages. Students partner up each having a sheet of their own. Looking at the newspaper they must look to find answers to questions in the blocks on the sheet. Every 10 minutes the will move to a different newspaper and continue to work collecting information and discussing it with their partner. These conversations are rich and provide valuable background when coming back together as a class and discussing their experience.
You can use Chronicling America to study the newspapers of other states. I have to admit I am kind of biased towards the ones published here in Montana. It is such a treasure of resources - may your search mining many golden nuggets.